CADNA: a library for estimating round-off error propagation

The CADNA library enables one to estimate round-off error propagation using a probabilistic approach. With CADNA the numerical quality of any simulation program can be controlled. Furthermore by detecting all the instabilities which may occur at run time, a numerical debugging of the user code can be performed. CADNA provides new numerical types on which round-off errors can be estimated. Slight modifications are required to control a code with CADNA, mainly changes in variable declarations, input and output. This paper describes the features of the CADNA library and shows how to interpret the information it provides concerning round-off error propagation in a code.Program summaryProgram title:CADNACatalogue identifier:AEAT_v1_0Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEAT_v1_0.htmlProgram obtainable from:CPC Program Library, Queen's University, Belfast, N. IrelandLicensing provisions:Standard CPC licence, http://cpc.cs.qub.ac.uk/licence/licence.htmlNo. of lines in distributed program, including test data, etc.:53 420No. of bytes in distributed program, including test data, etc.:566 495Distribution format:tar.gzProgramming language:FortranComputer:PC running LINUX with an i686 or an ia64 processor, UNIX workstations including SUN, IBMOperating system:LINUX, UNIXClassification:4.14, 6.5, 20Nature of problem:A simulation program which uses floating-point arithmetic generates round-off errors, due to the rounding performed at each assignment and at each arithmetic operation. Round-off error propagation may invalidate the result of a program. The CADNA library enables one to estimate round-off error propagation in any simulation program and to detect all numerical instabilities that may occur at run time.Solution method:The CADNA library [1] implements Discrete Stochastic Arithmetic [2–4] which is based on a probabilistic model of round-off errors. The program is run several times with a random rounding mode generating different results each time. From this set of results, CADNA estimates the number of exact significant digits in the result that would have been computed with standard floating-point arithmetic.Restrictions:CADNA requires a Fortran 90 (or newer) compiler. In the program to be linked with the CADNA library, round-off errors on complex variables cannot be estimated. Furthermore array functions such as product or sum must not be used. Only the arithmetic operators and the abs, min, max and sqrt functions can be used for arrays.Running time:The version of a code which uses CADNA runs at least three times slower than its floating-point version. This cost depends on the computer architecture and can be higher if the detection of numerical instabilities is enabled. In this case, the cost may be related to the number of instabilities detected.References:[1]The CADNA library, URL address: http://www.lip6.fr/cadna.[2]J.-M. Chesneaux, L'arithmétique Stochastique et le Logiciel CADNA, Habilitation á diriger des recherches, Université Pierre et Marie Curie, Paris, 1995.[3]J. Vignes, A stochastic arithmetic for reliable scientific computation, Math. Comput. Simulation 35 (1993) 233–261.[4]J. Vignes, Discrete stochastic arithmetic for validating results of numerical software, Numer. Algorithms 37 (2004) 377–390.